+118.6%
DVN vs OWL
-15.1%
+133.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +4.5% | -10.1% | +14.6% | +7.4% |
| 30D | +12.0% | -11.9% | +23.9% | +15.3% |
| 3M | +13.4% | +10.7% | +2.7% | +8.7% |
| 6M | +12.1% | +22.1% | -10.0% | +2.6% |
| YTD | +38.8% | -24.8% | +63.6% | +48.1% |
| 1Y | +46.0% | -39.2% | +85.2% | +66.7% |
| 3Y | +9.5% | +1.7% | +7.7% | +0.5% |
| All | +118.6% | -15.1% | +133.8% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling